+11.2%
MCD vs ALHC
+25.6%
-14.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.1% | +6.3% | -0.5% |
| 7D | +8.0% | -6.2% | +14.2% | +8.2% |
| 30D | +19.6% | -9.7% | +29.3% | +19.9% |
| 3M | +2.2% | -44.7% | +46.9% | +3.7% |
| 6M | -1.1% | -58.7% | +57.5% | +0.6% |
| YTD | -7.2% | -61.7% | +54.5% | -5.6% |
| 1Y | -6.7% | -55.7% | +49.0% | -5.5% |
| All | +11.2% | +25.6% | -14.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling